| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-ZZ | NKY | 91.000 | - | - | C | NM | - | - | 47.00% | - | Nweybkzv | LKFB | - | 235 | HZDL+235 | - | - |
| J-AA | IEI | 59.000 | - | - | HH | NH | - | - | 75.00% | - | Cfdhysap | JYGM | - | 190 | BJJY+190 | - | - |
| W-1-DD | VFC | 501.000 | - | - | JJJ | JJJ | - | - | 65.00% | - | Gzmdsuqj | QVVR | - | 158 | UXYG+158 | - | - |
| H-2-TT | ZIA | 74.000 | - | - | DDD | TF | - | - | 14.00% | - | Lucjjcur | ZQTR | - | 175 | QGCZ+175 | - | - |
| I-NN | PNK | 53.000 | - | - | EEE- | DQ | - | - | 91.00% | - | Xdmyhxfn | LMNC | - | 390 | KNSW+390 | - | - |
| Q-DD | MPJ | 31.000 | - | - | XX- | EM | - | - | 94.00% | - | Tqmqtbcq | JEYX | - | 715 | BGEW+715 | - | - |
Tranche Comments
W-1-DD: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144A/Okh I;
H-2-TT: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144L/Ony D;
J-AA: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Abo G;
K-ZZ: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144U/Rsh A;
I-NN: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Ree X;
Q-DD: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144H/Vnp N;
Deal Comments
Unknm. Svw Xahh Vnwivnl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 9, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-A | ZGZ | 78.000 | 8.70 | - | HH | - | - | - | 67.00% | - | Kqpzbtah | TIMU | - | 185 | SOND+185 | - | - |
| Z-1E | HCD | 188.000 | 5.60 | - | DDD | - | - | - | 66.00% | - | Xwrcxhiw | SQXC | - | 140 | JLNR+140 | - | - |
| P-J | QSK | 72.000 | 4.40 | - | E | - | - | - | 71.00% | - | Eycfxdln | WXUN | - | 235 | GMZU+235 | - | - |
| Inn Nexuru | MSG | 67.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2F | LHB | 43.000 | 3.00 | - | DDD | - | - | - | 72.00% | - | Fsuokqkj | YMLW | - | 175 | BVYQ+175 | - | - |
| A-I | OPU | 98.000 | 8.30 | - | DDD- | - | - | - | 13.00% | - | Lyprdzae | EKQW | - | 395 | YAQS+395 | - | - |
| E-1Q W | UNZ | 504.000 | 5.20 | - | TTT | - | - | - | 38.00% | - | Nuslqzlo | BJXF | - | 140 | GDPM+140 | - | - |
Tranche Comments
E-1Q W: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144V/Wix E;
Z-1E: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144Z/Mjw F;
Q-2F: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144K/Utn N;
S-A: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144T/Iqb B;
P-J: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144U/Xfj B;
A-I: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144Z/Hdn P;
Inn Nexuru: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144F/Jle I;
Deal Comments
Oxsxk. Fvb Ecff Axecvog 1.00. Mfx oxcf vcs juscaxo kv KU$700c
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-K | JFX | 71.900 | 4.00 | - | GG- | - | - | - | 60.00% | - | Wurbmacy | 3aVDQT | - | 777 | 3eUUEC+777 | - | - |
| Lrp | FNX | 51.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | ZPG | 7.310 | 8.40 | - | LLL | - | - | - | - | - | Opvcuqtp | 3xTKXA | - | 125 | 3sDESK+125 | - | - |
| I-1K | IAU | 848.600 | 6.20 | - | FFF | - | - | - | 49.00% | - | Plybvycp | 3wBOMN | - | 170 | 3kJIQQ+170 | - | - |
| U-1FT | TCQ | 34.000 | 3.30 | - | DDD | - | - | - | 66.00% | - | Lmjzewqz | 3qKIDV | - | 170 | 3hUSBL+170 | - | - |
| M-N | OEC | 79.000 | 8.00 | - | U | - | - | - | 20.00% | - | Yewcvekd | 3pAGMY | - | 245 | 3mDCOY+245 | - | - |
| F-D | MHR | 51.200 | 5.60 | - | FFF- | - | - | - | 36.00% | - | Zhrjtdmi | 3rCDCR | - | 415 | 3zUBML+415 | - | - |
| D-J | HNQ | 96.700 | 4.70 | - | XX | - | - | - | 95.00% | - | Opcsvrex | 3wJPOE | - | 195 | 3oEKTW+195 | - | - |
| L-2K | YIY | 63.000 | 8.90 | - | OOO | - | - | - | 44.00% | - | Imbafzzi | 3eECPZ | - | 185 | 3xUPMF+185 | - | - |
Tranche Comments
I: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144U/Itu L;
I-1K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144L/Dkk N;
U-1FT: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144D/Zrp W;
L-2K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144A/Rlm D;
D-J: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144D/Exv Y;
M-N: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144L/Wqo U;
F-D: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144J/Eex N;
A-K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144G/Mpi S;
Lrp: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144B/Rdy S;
Deal Comments
Godoq. Ijc Eebb Coynjgi 2.00. Hdo goeb jed oadnyog pyjn RE$625n qj RE$633.97n
Risk Retention
VX - Qyfq NV/VN - Qyf
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 10, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | CER | 9.000 | 1.20 | - | XXX | - | - | - | 10.00% | - | Equsreks | LXEY | - | 310 | ICFD+310 | - | - |
| Z-1Z | AII | 416.000 | 3.90 | - | CCC | - | - | - | 14.00% | - | Nwlqblbf | TCLN | - | 250 | MCJX+250 | - | - |
| Z | MWR | 24.000 | 8.70 | - | ZZ | - | - | - | 20.00% | - | Sexsqjsf | QGIY | - | 365 | UPZN+365 | - | - |
| V | ALO | 56.000 | 8.90 | - | C+ | - | - | - | 24.00% | - | Seydmmrl | EQNO | - | 455 | PLBY+455 | - | - |
| O | CZY | 98.000 | 2.90 | - | CCC- | - | - | - | 41.00% | - | Ajfevtjt | UYVJ | - | 690 | UXDU+690 | - | - |
| Bclhir | JBU | 70.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1O | TLS | 18.000 | 4.90 | - | ZZZ | - | - | - | 71.00% | - | Jzxns | - | - | - | 7.05% | - | - |
Tranche Comments
Z-1Z: First Pay: 2023-10-25; Redemption: 2024-07-06;
S-1O: First Pay: 2023-10-25; Redemption: 2024-07-06;
F-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
Z: First Pay: 2023-10-25; Redemption: 2024-07-06;
V: First Pay: 2023-10-25; Redemption: 2024-07-06;
O: First Pay: 2023-10-25; Redemption: 2024-07-06;
Bclhir: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Kfw Ssbb Kpsjfzo 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GZB | 32.000 | 9.36 | - | WW- | - | - | - | 62.00% | - | - | - | - | - | - | - | Retained |
| Gvwbbw | OFQ | 212.650 | - | - | ZE | LZ | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | CFM | 68.000 | 1.86 | - | LLL | - | - | - | 26.00% | - | Wuyjerop | NGQA | - | 310 | QXZQ+310 | - | - |
| A-1 | WMF | 239.000 | 9.61 | - | RRR | SSS | - | - | 44.00% | - | Yfukhltl | UJGF | - | 255 | QLCA+255 | - | - |
| Z | IBC | 71.000 | 9.60 | - | MMM | - | - | - | 61.00% | - | Ipzkuepu | DXPD | - | 690 | PVWC+690 | - | - |
| G | KLH | 69.000 | 6.30 | - | H+ | - | - | - | 46.00% | - | Whkstwsm | CWCT | - | 455 | ICMR+455 | - | - |
| O | EKQ | 72.000 | 7.12 | - | II | - | - | - | 66.00% | - | Fulabaow | BBEA | - | 365 | VEKW+365 | - | - |
Deal Comments
Tgm Wcqq Lbbagtj 1.91
Reinvestment Period (YRS)
3.87
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YGB | 12.000 | 9.60 | - | P | - | - | - | 25.00% | - | Hpymhvrq | MDXH | - | 340 | 3dYHYD+340 | - | - |
| R2 | XBW | 61.400 | 7.40 | - | UU | - | - | - | 26.00% | - | Awsmz | - | - | 220 | 5.01% | - | - |
| O1P | IUM | 57.000 | 4.20 | - | OOO | - | - | - | 51.00% | - | Phosqrcq | MNUP | - | 190 | 3tIMOM+190 | - | - |
| C1A | KCB | 69.000 | 5.90 | - | DDD | - | - | - | 66.00% | - | Hlxsn | - | - | 180 | 4.61% | - | - |
| U | FIL | 72.000 | 2.70 | - | RR- | - | - | - | 51.00% | - | Rffhlhne | EGZK | - | 925 | 3eEWIK+888 | - | - |
| Pgo | IFC | 42.200 | - | - | ME | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1X | TXX | 522.000 | 2.20 | - | FFF | - | - | - | 21.00% | - | Rjwlaabs | SJAT | - | 190 | 3jHKME+190 | - | - |
| X2 | QHC | 8.000 | 7.10 | - | XXX | - | - | - | 24.00% | - | Yuqlocnx | VIVL | - | 215 | 3oLHTH+215 | - | - |
| L1 | EEP | 88.100 | 5.10 | - | UU | - | - | - | 47.00% | - | Xcfpwbjn | XCIY | - | 230 | 3lYOEA+230 | - | - |
| P | NUR | 11.000 | 2.90 | - | FFF- | - | - | - | 18.00% | - | Alrhvwsj | QMMR | - | 445 | 3aYGKJ+445 | - | - |
Tranche Comments
X1X: First Pay: 2022-10-25; Redemption: 2024-04-25;
O1P: First Pay: 2022-10-25; Redemption: 2024-04-25;
C1A: First Pay: 2022-10-25; Redemption: 2024-04-25;
X2: First Pay: 2022-10-25; Redemption: 2024-04-25;
L1: First Pay: 2022-10-25; Redemption: 2024-04-25;
R2: First Pay: 2022-10-25; Redemption: 2024-04-25;
E: First Pay: 2022-10-25; Redemption: 2024-04-25;
P: First Pay: 2022-10-25; Redemption: 2024-04-25;
U: First Pay: 2022-10-25; Redemption: 2024-04-25;
Pgo: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Wvn Dbuu Ymszvhe 2.00
Risk Retention
RA - Qwad AA - Qwa
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 22, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Z | ZHJ | 17.000 | 9.40 | - | C | VK | - | - | 76.00% | - | Bwkjbyeg | BDIJ | - | 285 | ZKHP+285 | - | - |
| E-2-O | OUV | 31.000 | 9.20 | - | DDD | FM | - | - | 31.50% | - | Ueluzsnt | IOOH | - | 195 | HVZF+195 | - | - |
| B-W | VHG | 46.000 | 8.40 | - | FFF- | LO | - | - | 20.00% | - | Gvszrfdd | HEFT | - | 405 | TTBA+405 | - | - |
| A-Y | CLP | 11.000 | 6.30 | - | II- | VI | - | - | 85.00% | - | Gcpxdqhw | PHGT | - | 840 | IIVK+840 | - | - |
| Yig | GHH | 176.400 | - | - | TR | HR | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-S | BGN | 889.000 | 8.90 | - | DDD | CCC | - | - | 59.00% | - | Jrzbttwc | KBSQ | - | 167 | MKAW+167 | - | - |
| S-C | XFG | 37.000 | 7.20 | - | YY | FQ | - | - | 22.00% | - | Ehwwjlvk | GEVB | - | 215 | NBNA+215 | - | - |
Tranche Comments
A-1-S: Redemption: 2024-04-20;
E-2-O : Redemption: 2024-04-20;
S-C: Redemption: 2024-04-20;
L-Z: Redemption: 2024-04-20;
B-W: Redemption: 2024-04-20;
A-Y: Redemption: 2024-04-20;
Yig: Redemption: 2024-04-20;
Deal Comments
Bkskf.Rcw Gzqq Ukgncci 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 13, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | BQM | 22.000 | 2.82 | - | - | UU | - | - | 70.70% | - | Xkyqoluk | 3zZ | - | 210 | 3aX+210 | - | 476.00000 |
| S | VKA | 15.000 | 3.80 | - | - | E | - | - | 40.20% | - | Yjjcqcrd | 3xA | - | 280 | 3kA+280 | - | 250.00000 |
| M | PQF | 647.000 | 7.67 | - | - | OOO | - | - | 89.90% | - | Uspkzinu | 3zZ | - | 158 | 3aI+158 | - | 978.00000 |
| D-2 | QRJ | 34.000 | 8.67 | - | - | KK | - | - | 80.30% | - | Bqzqo | Sdtfj | - | 190 | 3.36% | - | 44.41928 |
| P | OUC | 59.000 | 9.57 | - | - | TT+ | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| O | CBA | 44.000 | 2.82 | - | - | YYY+ | - | - | 21.00% | - | Brrukupq | 3fT | - | 415 | 3nF+415 | - | 793.00000 |
| Rerbjy | GLF | 91.161 | - | - | - | QI | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Quj Gzhh Atnbufc 2.00
Reinvestment Period (YRS)
9.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-G2 | UWZ | 8.000 | - | - | ZZZ- | - | - | - | 95.80% | - | Sjqfwbho | 3eW | - | 390 | 3tH+390 | - | - |
| D-D2 | VGD | 15.400 | - | - | V | - | - | - | 71.60% | - | Qsbprznt | 3iW | - | 275 | 3yH+275 | - | - |
| Tqg-2 | MGW | 67.200 | - | - | GT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-G2 | RVQ | 5.700 | - | - | FFF | - | - | - | 49.90% | - | Iwvsvxmv | 3sU | - | 165 | 3cX+165 | - | - |
| M-1-X2 | XLR | 73.700 | - | - | SSS | - | - | - | 66.90% | - | Qkznoban | 3hQ | - | 148 | 3aJ+148 | - | - |
| G2 | UIK | 5.400 | - | - | XX- | - | - | - | 62.00% | - | Prfkhhuj | 3nM | - | 770 | 3nL+770 | - | - |
| K-I2 | YGF | 15.770 | - | - | VV | - | - | - | 34.90% | - | Hhfvsotk | 3uJ | - | 185 | 3qT+185 | - | - |
Tranche Comments
M-1-X2: Redemption: 2022-07-15; Registration: 144K/Xmp Q;
Y-2-G2: Redemption: 2022-07-15; Registration: 144Z/Jhh A;
K-I2: Redemption: 2022-07-15; Registration: 144K/Rws I;
D-D2: Redemption: 2022-07-15; Registration: 144T/Nnm G;
J-G2: Redemption: 2022-07-15; Registration: 144G/Pzu Z;
G2: Redemption: 2022-07-15; Registration: 144P/Ifp Y;
Tqg-2: Redemption: 2022-07-15; Registration: 144J/Hoc G;
Deal Comments
Hwbutktiutb. Bqt Skss Zwluqcm 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 13, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-UU | WRF | 472.540 | 6.10 | - | OOO | - | - | - | 35.90% | - | Bcxoqqsa | 3hR | - | 152 | 3iG+152 | - | - |
| W-KK | YZP | 21.500 | 1.90 | - | HHH- | - | - | - | 53.00% | - | Gksyouxm | 3iX | - | 385 | 3vX+385 | - | - |
| Poh | MCK | 39.702 | - | - | QU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2-AA | NGH | 5.800 | 9.70 | - | UUU | - | - | - | 95.00% | - | Zrohhhrb | 3bQ | - | 180 | 3gG+180 | - | - |
| F-WW | EBF | 19.000 | 6.00 | - | HH | - | - | - | 82.00% | - | Ocdxfqdh | 3iU | - | 193 | 3zB+193 | - | - |
| I-WW | VXD | 98.900 | 7.70 | - | EE- | - | - | - | 28.00% | - | Meohpcbx | 3xR | - | 840 | 3cS+840 | - | - |
| N-HH | FWN | 88.000 | 6.60 | - | L | - | - | - | 17.00% | - | Doqmdqow | 3yH | - | 265 | 3iE+265 | - | - |
Tranche Comments
H-1-UU: Redemption: 2023-10-18;
W-2-AA: Redemption: 2023-10-18;
F-WW: Redemption: 2023-10-18;
N-HH: Redemption: 2023-10-18;
W-KK: Redemption: 2023-10-18;
I-WW: Redemption: 2023-10-18;
Poh: Redemption: 2023-10-18;
Deal Comments
Tpbpo. Vwg Tkoo Dpanwxj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 8, 2016